THE EFFECTS OF NOISE THROUGH A RECTANGULAR-INTEGRATION PROCESS AND SOME SAMPLED SPECTRAL-DENSITY METHODS
Effects of noise through rectangular integration process and some sampled spectral-density methods
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Effects of noise through rectangular integration process and some sampled spectral-density methods
An empirical stochastic computer model was developed with the capability of generating random thermodynamic profiles of the atmosphere below an altitude of 99 km which are characteristic of any given season, latitude, and time of day. Samples of temperature, density, and pressure profiles generated by the model are statistically similar to measured profiles in a data base of over 6000 rocket and high-altitude atmospheric soundings; that is, means and standard deviations of modeled profiles and their vertical gradients are in close agreement with data. Model-generated samples can be used for Monte Carlo simulations of aircraft or spacecraft trajectories to predict or account for the effects on a vehicle's performance of atmospheric variability. Other potential uses for the model are in simulating pollutant dispersion patterns, variations in sound propagation, and other phenomena which are dependent on atmospheric properties, and in developing data-reduction software for satellite monitoring systems.
A general theorem is given which establishes the existence and uniqueness of a consistent solution of the likelihood equations given a sequence of independent random vectors whose distributions are not identical but have the same parameter set. In addition, it is shown that the consistent solution is a MLE and that it is asymptotically normal and efficient. Two applications are discussed: one in which independent observations of a normal random vector have missing components, and the other in which the parameters in a mixture from an exponential family are estimated using independent homogeneous sample blocks of different sizes.
The use of directional solidification to produce aligned or magnetic microstructures for the MnAl alloy and the effect of annealing on the bulk magnetic properties of the alloy are investigated. The phase composition, cylindrically shaped magnetization, and room-temperature magnetization of the samples are analyzed. The microstructure of a directionally solidified Al-Mn alloy is characterized by a two-phase structure consisting of randomly-oriented Al-rich fibers of about 40 at. pct Al dispersed in a textureless matrix of about 50 at. pct Al; the matrix phase contains at least 50 wt pct of the metastable and ferrimagnetic tau-phase, and the Al-rich fibers as a precipitated Cr5Al8-type Al-Mn phase. Significant macrosegregation for the thermally stable growth-up orientation is detected. The data reveal that the annealing enhances the cell-like microstructure observed transverse of the solidification direction and increases remanent magnetization and intrinsic coercivity.
The Large-Angle Magnetic Suspension Test Facility (LAMSTF), a laboratory-scale research project to demonstrate the magnetic suspension of objects over wide ranges of attitudes, has been developed. This system represents a scaled model of a planned Large-Gap Magnetic Suspension System (LGMSS). The LAMSTF system consists of a planar array of five copper electromagnets which actively suspend a small cylindrical permanent magnet. The cylinder is a rigid body and can be controlled to move in five independent degrees of freedom. Five position variables are sensed indirectly by using infra-red light-emitting diodes and light-receiving phototransistors. The motion of the suspended cylinder is in general nonlinear and hence only the linear, time-invariant perturbed motion about an equilibrium state is considered. One of the main challenges in this project is the control of the suspended element over a wide range of orientations. An accurate dynamic model plans an essential role in controller design. The analytical model of the LAMSTF system includes highly unstable real poles (about 10 Hz) and low-frequency flexible modes (about 0.16 Hz). Projection filters are proposed to identify the state space model from closed-loop test data in time domain. A canonical transformation matrix is also derived to transform the identified state space model into the physical coordinate. The LAMSTF system is stabilized by using a linear quadratic regulator (LQR) feedback controller. The rate information is obtained by calculating the back difference of the sensed position signals. The reference inputs contain five uncorrelated random signals. This control input and the system reponse are recorded as input/output data to identify the system directly from the projection filters. The sampling time is 4 ms and the model is fairly accurate in predicting the step responses for different controllers while the analytical model has a deficiency in the pitch axis.
We present an experimental study of the dynamics of isolated chains made of super-paramagnetic particles under the influence of a magnetic field. The motivation of this work is to understand if the chain fluctuations exist and, if it does, how does the fluctuation affect chain aggregation. We find that single chains strongly fluctuate and that the characteristic frequency of their fluctuations is inversely proportional to the magnetic field strength. The higher the field the lower the characteristic frequency of the chain fluctuations. In the high magnetic field limit, chains behave like rigid rods without any internal motions. In this work, we used ferrofluid particles suspended in water. These particles do not have any intrinsic magnetization. Once a magnetic field is applied, a dipole moment is induced in each particle, proportional to the magnetic field. A dipolar magnetic interaction then occurs between particles. If dipole-dipole magnetic energy is higher than the thermal energy, the result is a structure change inside the dipolar fluid. The ratio of these two energies is expressed by a coupling constant lambda as: lambda = (pi(a(exp 3))(chi(exp 2))(mu(sub 0))(H(sub 0))(exp 2))/18kT Where a is the particle radius, mu(sub 0) is the vacuum magnetic permeability, H(sub 0) the applied magnetic field, k the Boltzmann constant and T the absolute temperature. If lambda > 1, magnetic particles form chains along the field direction. The lateral coalescence of several chains may form bigger aggregates especially if the particle volume fraction is high. While many studies and applications deal with the rheological properties and the structural changes of these dipolar fluids, this work focuses on the understanding of the chain dynamics. In order to probe the chain dynamics, we used dynamic light scattering (DLS) in self-beating mode as our experimental technique. The experimental geometry is such that the scattering plane is perpendicular to the magnetic field. Therefore, only motions in this plane are probed. A very dilute sample of a ferrofluid emulsion with a particle volume fraction of 10(exp -5) is used in this experiment. We chose such a low volume fraction to avoid multiple light scattering as well as lateral chain-chain aggregation. DLS measures the dynamic structure factor S(q,t) of the sample (q is the scattering wave vector, t is the time). In the absence of the magnetic field, identical particles of ferrofluid droplets are randomly distributed and S(q,t) reduces to exp(-q(exp 2)2D(sub 0)t). D(sub 0)=(kT/(6(pi)(eta)(a)) is the diffusion coefficient of Brownian particles (where Xi = (6(pi)(eta)(a)) is the Stokes frictional coefficient of a spherical particle in a fluid of viscosity eta). If interactions or polydispersity can not be ignored, an effective diffusion coefficient is introduced. Formally, D(sub eff) is defined as: D(sub eff) = - q(exp -2) partial derivative of (ln(S(q,t)) with respect to time, as t goes to 0. D(sub eff) reduces to D(sub 0) if no interactions and only a few particles size are present. Therefore, we can use DLS to measure particle size. The particle radius was found to be a=0.23 mu m with 7% of polydispersity. In this case, if we vary the scattering angle theta (and so q) we do not have any change in the measured diffusion coefficient: it is q-independent. When a magnetic field is applied, particles aggregate into chains if lambda > 1. We first studied the kinetics of the chain formation when lambda = 406. At a fixed scattering angle, we measured diffusion coefficient D(sub eff) as a function of time. Experimentally, we find that D(sub eff) decreases monotonously with time. Physically, this means that chains are becoming longer and longer. Since we are only sensitive to motions in the scattering plane and since chains have their main axis perpendicular to this plane, the measured diffusion coefficient is the trans-verse diffusion coefficient. We can relate D(sub eff) to the mean number of particles per chain N(t) at a given time and to the diffusion coefficient of an isolated particle D(sub 0) as D(sub eff)=f(N(t))D(sub 0). Since f(N) is known from other recent work, N can be expressed as a function of the time. We found a square root dependency: N(t) proportional to the square root of t. As expected for very low volume fraction, this behavior is characteristic of a diffusion-limited aggregation as suggested by several authors and by our previous work. In this study, we focus on the dependence of the effective diffusion coefficient on the scattering angle and the magnetic field strength. After the magnetic field is applied (lambda = 406) for a long time, typically 6 hours, kinetics of chain formation becomes very slow. Chain size does not vary much over the next hour period. Thus, we can perform different interesting experiments. First, at a fixed magnetic field, we measure the effective diffusion coefficient as a function of the scattering angle (from 5 to 130 deg). Our results show that the measured diffusion coefficient increases linearly with the scattering angle: D(sub eff) proportional to q. If we do the same experiment for different lambda values, D(sub eff) depends on lambda as D(sub eff) proportional to lambda(exp -1/2). We also find for different lambda values that the same asymptotic D(sub eff) value is obtained when q approaches zero. The angle dependency of D(sub eff) suggests that an additional motion exists besides chain drifting. Chain size is constant during experiment, which was verified by measuring the same diffusion coefficient at the beginning and at the end of the angle switching. If chains are rigid, D(sub eff) is independent of q. Therefore, we found that D(sub eff) not only measures the motion of the entire chain but also its internal fluctuations. These internal motions are the fluctuations of the particles in the chain. To understand the q dependency of D(sub eff), let us look at the probing length used. In our study, the characteristic length scale probed is l=2pi/q which is in the range of 0.9<l/a<20. When l is much larger than the particle radius (l/a going to infinity) we are mainly sensitive to the center of mass diffusion of the chain. D(sub eff) is then the diffusion of the entire chain and depends only on N but not on q and lambda. The value D(sub eff) allows us to obtain the number of particles per chain N. In the opposite limit (i.e. l/a < 1), we are sensitive to motions on the size of individual particles. The main contributions to the measured diffusion coefficient come from internal motions of the chains (i.e. particles' fluctuations inside the chain). We investigated also the effect of the chain size on D(sub eff). For the same value of the magnetic interaction lambda and different chain sizes, we found that the slope of D(sub eff) versus q decreases when N increases as a power law D(sub eff) proportional to N(exp -0.7). This is an important behavior because this means that the longer the chain the slower its internal fluctuations besides the whole chain motion.
A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.
An engineering-level atmospheric model for Titan has been developed for use in NASA s systems analysis studies of aerocapture and entry, descent and landing (EDL) applications in potential missions to Titan. Analogous to highly successful Global Reference Atmospheric Models for Earth (GRAM) and Mars (Mars-GRAM), the new model is called Titan-GRAM. Like GRAM and Mars-GRAM, an important feature of Titan-GRAM is its ability to simulate quasi-random perturbations for Monte-Carlo analyses in developing guidance, navigation and control algorithms, and for thermal systems design. Titan-GRAM features and sample results will be presented. Features of Mars-GRAM especially related to EDL applications will also be presented and illustrated.
A system and method for decoding by identification of the most likely phase coded signal corresponding to received data. The present invention has particular application to communication with signals that experience spurious random phase perturbations. The generalized estimator-correlator uses a maximum a posteriori (MAP) estimator to generate phase estimates for correlation with incoming data samples and for correlation with mean phases indicative of unique hypothesized signals. The result is a MAP likelihood statistic for each hypothesized transmission, wherein the highest value statistic identifies the transmitted signal.
This paper examines Probabilistic Sensitivity Analysis (PSA) methods and tools in an effort to understand their utility in vehicle loads and dynamic analysis. Specifically, this study addresses how these methods may be used to establish limits on payload mass and cg location and requirements on adaptor stiffnesses while maintaining vehicle loads and frequencies within established bounds. To this end, PSA methods and tools are applied to a realistic, but manageable, integrated launch vehicle analysis where payload and payload adaptor parameters are modeled as random variables. This analysis is used to study both Regional Response PSA (RRPSA) and Global Response PSA (GRPSA) methods, with a primary focus on sampling based techniques. For contrast, some MPP based approaches are also examined.
Time structures of electron beam signatures at radio wavelengths are investigated to probe correlated versus random behavior in solar flares. In particular we address the issue whether acceleration and injection of electron beams is coherently modulated by a single source, or whether the injection is driven by a stochastic (possibly spatially fragmented) process. We analyze a total of approximately = 6000 type III bursts observed by Ikarus (Zurich) in the frequency range of 100-500 MHz, during 359 solar flares with simultaneous greater than or = 25 keV hard X-ray emission, in the years 1890-1983. In 155 flares we find a total of 260 continuous type III groups, with an average number of 13 +/- 9 bursts per group, a mean duration of D = 12 +/- 14 s, a mean period of P = 2.0 +/- 1.2 s, with the highest burst rate at a frequency of nu = 310 +/- 120 MHz. Pulse periods have been measured between 0.5 and 10 s, and can be described by an exponential distribution, i.e., N(P) varies as e (exp -P/1.0s). The period shows a frequency dependence of P(nu)=46(exp-0.6)(sub MHz)s for different flares, but is invariant during a particular flare. We measure the mean period P and its standard deviation sigma (sub p) in each type III group, and quantify the degree of periodicity (or phase-coherence) by the dimensionless parameter sigma (sub p)P. The representative sample of 260 type III burst groups shows a mean periodicity of sigma (sub p/P) = 0.37 +/- 0.12, while Monte Carlo simulations of an equivalent set of truly random time series show a distinctly different value of sigma (sub p)P = 0.93 +/- 0.26. This result indicates that the injection of electron beams is coherently modulated by a particle acceleration source which is either compact or has a global organization on a timescale of seconds, in contrast to an incoherent acceleration source, which is stochastic either in time or space. We discuss the constraints on the size of the acceleration region resulting from electron beam propagation delays and from Alfvenic synchronization during a pulse period. We discuss two periodic preocesses in flares, which potentially control quasi-periodic particle acceleration: (1) MHD oscillations, and (2) current sheets with oscillatory dynamics.
Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.
A digital servocontrol system for random noise excitation of a test object in a reverberant acoustic chamber employs a plurality of sensors spaced in the sound field to produce signals in separate channels which are decorrelated and averaged. The average signal is divided into a plurality of adjacent frequency bands cyclically sampled by a time division multiplex system, converted into digital form, and compared to a predetermined spectrum value stored in digital form. The results of the comparisons are used to control a time-shared up-down counter to develop gain control signals for the respective frequency bands in the spectrum of random sound energy picked up by the microphones.
The Zumaya, Caravaca and Agost sections in Spain, the El Kef section in Tunisia and the Negev (Nahal Avdat) sections in Israel are among the most continuous, expanded and complete K-T boundary sections. The distribution patterns of the planktic faunas were quantitatively analyzed in closely spaced samples across the K-T boundary in these sections, in conjuction with the geochemistry, stable isotopes, mineralogy and magnetostratigraphy. Three hundred foraminiferal specimens were randomly selected and determined. Reliable estimates for the foraminiferal productivity changes across the K-T boundary and for the 1 to 2 Ma interval preceding the K-T boundary were made from the numbers of individuals/gram of sediment corrected for the sedimentation rates (calculated from magnetic reversals and lithology). No gradual or stepwise extinction is seen below the K-T boundary nor any productivity decrease. Stable isotope analyses show a warming just after deposition of the ejecta layer, not cooling as predicted by nuclear winter scenarios, although the duration of such cooling may be too short to be observed even in these complete sections. Low REE values and cpx spherules with quench textures idential to quench-textures in diagenetically altered spherules, strongly indicate an oceanic site of (one of) the impactor(s).
IUE archival spectra of nearby quasars with redshifts in the range 0.4-2.3 were searched for changes in the continuum at the systemic Lyman edge positions. Thirty-nine percent of the sample do not show any discontinuities. Twenty-nine percent of the sample show complete Lyman edges at redshifts less than the quasar redshift. These objects have associated narrow absorption lines; hence the intervening gas responsible for the absorption is extrinsic to the quasar and its environment. Twenty-two percent of the sample show Lyman edges at the quasar redshift with associated narrow absorption lines. In these objects the gas is associated with the AGN or its host galaxy. Ten percent of the sample have Lyman edges with no known associated absorption lines. If Lyman edge discontinuities are due to optically thick, geometrically thin accretion disks, which are randomly oriented to the line of sight, these results indicate that the Lyman edge discontinuity, either in emission or absorption, has to be not more than 15 percent in most quasars.
Recent findings, in vitro and in silico, are strengthening the idea of a simpler, earlier stage of genetically encoded proteins which used amino acids produced by prebiotic chemistry. These findings motivate a re-examination of prior work which has identified unusual properties of the set of twenty amino acids found within the full genetic code, while leaving it unclear whether similar patterns also characterize the subset of prebiotically plausible amino acids. We have suggested previously that this ambiguity may result from the low number of amino acids recognized by the definition of prebiotic plausibility used for the analysis. Here, we test this hypothesis using significantly updated data for organic material detected within meteorites, which contain several coded and non-coded amino acids absent from prior studies. In addition to confirming the well-established idea that “late” arriving amino acids expanded the chemistry space encoded by genetic material, we find that a prebiotically plausible subset of coded amino acids generally emulates the patterns found in the full set of 20, namely an exceptionally broad and even distribution of volumes and an exceptionally even distribution of hydrophobicities (quantified as logP) over a narrow range. However, the strength of this pattern varies depending on both the size and composition the library used to create a background (null model) for a random alphabet, and the precise definition of exactly which amino acids were present in a simpler, earlier code. Findings support the idea that a small sample size of amino acids caused previous ambiguous results, and further improvements in meteorite analysis, and/or prebiotic simulations will further clarify the nature and extent of unusual properties. We discuss the case of sulfur-containing amino acids as a specific and clear example and conclude by reviewing the potential impact of better understanding the chemical “logic” of a smaller forerunner to the standard amino acid alphabet.
We present a full analysis of the Probing Evolution And Reionization Spectroscopically (PEARS) slitess grism spectroscopic data obtained with the Advanced Camera for Surveys on board Hubble Space Telescope. PEARS covers fields within both the Great Observatories Origins Deep Survey (GOODS) North and South fields, making it ideal as a random survey of galaxies, as well as the availability of a wide variety of ancillary observations complemented by the spectroscopic results. Using the PEARS data, we are able to identify star-forming galaxies (SFGs) within the redshift volume 0 < z < 1.5. Star-forming regions in the PEARS survey are pinpointed independently of the host galaxy. This method allows us to detect the presence of multiple emission-line regions (ELRs) within a single galaxy. We identified a total of 1162 Hα, [O III], and/or [O II] emission lines in the PEARS sample of 906 galaxies to a limiting flux of ~10 -18(exp) erg s -1(exp) cm -2(exp). The ELRs have also been compared to the properties of the host galaxy, including morphology, luminosity, and mass. From this analysis, we find three key results: (1) the computed line luminosities show evidence of a flattening in the luminosity function with increasing redshift; (2) the star-forming systems show evidence of complex morphologies with star formation occurring predominantly within one effective (half-light) radius. However, the morphologies show no correlation with host stellar mass. (3) Also, the number density of SFGs with M * ≥ 10 9(exp) M ☉ decreases by an order of magnitude at z ≤ 0.5 relative to the number at 0.5 < z < 0.9, supporting the argument of galaxy downsizing.
The interannual variability of monthly mean 500 mb heights in a 15-year sample of observed data is compared to the variance expected from sampling errors associated with high-frequency fluctuations using the analysis of variance approach. The monthly mean 'signal' stands out significantly from the 'noise' over a substantial fraction of the Northern Hemisphere during the winter. The expected spectrum of variance at very low frequencies is assumed to be white at frequencies lower than per (30 days) rather than the per (96 days) cutoff used by Madden. This difference is justified by observing that the effective time between independent samples T(0) is relatively insensitive to changes in the maximum lag over which the local autocorrelation is integrated to calculate T(0). Further non-randomness in the variance of 500 mb heights is evidenced by the correlation between monthly mean height and contemporaneous daily variability.